Orthogonal polynomials & random matrices
Wintersemester 2015/2016 - LV-Nr. 150 285
| Dozenten | Zeit | Raum | Erstmals am |
|---|---|---|---|
| Prof. H. Dette, Prof. P. Eichelsbacher | Montags, 15.00 - 17.00 Uhr | NA 3/24 | 19.10.2015 |
Kommentar
This lecture gives an introduction to the application of orthogonal polynomials in the theory of random matrices. It is a special class for the lecture series of the Research Training Group RTG 2131 "High-Dimensinal Phenomena in Probablity - Fluctuations and Discontinuity", but it is also very appropriate for students in the master program.
Literatur
- Percy Deift: "Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach"
- Madan Lal Mehta: "Random Matrices"
- Greg Anderson, Alice Guionnet and Ofer Zeitouni: "An Introduction to Random Matrices"